Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47516.82 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46118.83 Kr¶

PnL: ---------------------------------------> -769.74 Kr¶

DD now: ---------------------------------> -2.289 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:24:56.146748'

Anic Portfolio¶

Today¶

Return: 0.437 %¶

This Week¶

Return: -0.827 %¶

Total¶

Return: 55.558 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3120.000000 193.000000 6.590000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 0.300000 793.200000 120.200000 17.860000 673.000000
Nordea Bank Abp 29 0.880000 3514.220000 60.220000 1.740000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.000000 405.400000 50.400000 14.200000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.790000 3416.000000 39.000000 1.150000 3377.000000
Resurs Holding 22 2.930000 611.160000 37.160000 6.470000 573.999998
Corem Property Group B 59 1.770000 609.470000 32.470000 5.630000 576.999999
Swedbank A 3 2.160000 588.300000 24.300000 4.310000 564.000000
AcadeMedia 12 0.290000 580.320000 23.320000 4.190000 557.000004
OEM International B 7 0.260000 547.400000 19.400000 3.670000 527.999997
Securitas B 6 2.020000 587.760000 17.760000 3.120000 570.000000
Intrum 4 -0.180000 543.800000 16.800000 3.190000 527.000000
Boozt 12 -0.070000 1670.400000 16.400000 0.990000 1653.999996
Eastnine 4 0.480000 506.400000 15.400000 3.140000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.500000 255.360000 9.360000 3.800000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.910000 570.150000 8.150000 1.450000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 0.450000 538.000000 6.000000 1.130000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.230000 541.250000 -4.750000 -0.870000 546.000000
Midsona B 63 -0.440000 565.740000 -17.260000 -2.960000 582.999984
International Petroleum Corp. 5 4.350000 576.000000 -18.570000 -3.120000 594.565215
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -2.400000 536.000000 -38.000000 -6.620000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -1.820000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 2.330000 3696.000000 -115.000000 -3.020000 3810.999990
Beijer Electronics Group 26 -0.370000 2792.400000 -178.600000 -6.010000 2971.000006
OX2 18 1.780000 1443.600000 -220.400000 -13.250000 1663.999992
Axfood 13 0.220000 3476.200000 -279.800000 -7.450000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46118.830000 -769.740000 -2.28886% 46888.564618

Updated:¶

'2023-01-27 16:25:09.285054'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶